Pengaruh SBI, Kurs Rupiah, STI, SET, dan KLSE pada Indeks Harga Saham Gabungan

This research was conducted on all closing data at the end of each month of BI Rate, exchange rate of US Dollar, and stock price of STI, SET,and KLSE by using saturation sampling method. The total sample of this research are 60 with observation period for 5 years long so the total amount of observation samples in this research are 300. The data was obtained from official website about BI Rate, exchange rate of US Dollar, and other countries stock index at 2012-2016. Analysis technique which used in this research is multiple regression linier method. The result founded that BI Rate has negative effect, for exchange rate of US Dollar, SET, and KLSE have positive effect on Composite Stock Price Index. Only STI that doesn’t have effect on Composite Stock Price Index. Key Words: Composite Stock Price Index, BI Rate, Exchange Rate of US Dollar, STI, SET, KLSE.